Quant jobs / DV Trading

2027 Quantitative Researcher – Graduate (DV QES)

A graduate researcher seat in DV Equities, the Asia-Pacific equities and futures market-making business of DV Trading. You would build predictive signals on market data alongside senior researchers and traders.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Explore orderbook and market data for predictive patterns
Build and backtest signals using tree-based models
Maintain data pipelines for high-frequency time-series
Monitor live strategy performance and refine models

What they ask for

Required

Final-year student in a quantitative field due to graduate by summer 2027
Strong Python
Probability and statistics foundation
Interest in market microstructure
Fast learner under pressure
Strong problem solving

Preferred

SQL, statistical modelling or C++
Prior trading, research or data analysis internship

Education: Bachelor's, Master's or PhD in maths, statistics, economics, CS, physics or engineering
Experience: New graduates (2027 cohort)
Languages and tools: Python
SQL
C++
Markets: equities, futures

How to prepare

Build a limit-order-book signal and test it with tree-based models
Practise gradient boosting and feature importance on time-series
Learn market-making and microstructure basics
Strengthen probability for interviews

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on DV Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on DV Trading’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with DV Trading and doesn’t handle applications.